Selected Works Of Kai Lai Chung
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Selected Works Of Kai Lai Chung
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Selected Works Of Kai Lai Chung
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Author : Kai Lai Chung
language : en
Publisher: World Scientific
Release Date : 2008
Selected Works Of Kai Lai Chung written by Kai Lai Chung and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Mathematics categories.
This unique volume presents a collection of the extensive journal publications written by Kai Lai Chung over a span of 70-odd years. It was produced to celebrate his 90th birthday. The selection is only a subset of the many contributions that he made throughout his prolific career. Another volume, Chance and Choice, published by World Scientific in 2004, contains yet another subset, with four articles in common with this volume. Kai Lai Chung's research contributions have had a major influence on several areas in probability. Among his most significant works are those related to sums of independent random variables, Markov chains, time reversal of Markov processes, probabilistic potential theory, Brownian excursions, and gauge theorems for the Schrdinger equation.As Kai Lai Chung's contributions spawned critical new developments, this volume also contains retrospective and perspective views provided by collaborators and other authors who themselves advanced the areas of probability and mathematics.
Selected Works Of Kai Lai Chung
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Author : Farid AitSahlia
language : en
Publisher: World Scientific
Release Date : 2008
Selected Works Of Kai Lai Chung written by Farid AitSahlia and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Mathematics categories.
This unique volume presents a collection of the extensive journal publications written by Kai Lai Chung over a span of 70-odd years. It was produced to celebrate his 90th birthday. The selection is only a subset of the many contributions that he made throughout his prolific career. Another volume, Chance and Choice, published by World Scientific in 2004, contains yet another subset, with four articles in common with this volume. Kai Lai Chung''s research contributions have had a major influence on several areas in probability. Among his most significant works are those related to sums of independent random variables, Markov chains, time reversal of Markov processes, probabilistic potential theory, Brownian excursions, and gauge theorems for the SchrAdinger equation.As Kai Lai Chung''s contributions spawned critical new developments, this volume also contains retrospective and perspective views provided by collaborators and other authors who themselves advanced the areas of probability and mathematics."
Markov Chains With Stationary Transition Probabilities
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Author : Kai Lai Chung
language : en
Publisher: Springer
Release Date : 2013-03-08
Markov Chains With Stationary Transition Probabilities written by Kai Lai Chung and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-08 with Mathematics categories.
The theory of Markov chains, although a special case of Markov processes, is here developed for its own sake and presented on its own merits. In general, the hypothesis of a denumerable state space, which is the defining hypothesis of what we call a "chain" here, generates more clear-cut questions and demands more precise and definitive an swers. For example, the principal limit theorem (§§ 1. 6, II. 10), still the object of research for general Markov processes, is here in its neat final form; and the strong Markov property (§ 11. 9) is here always applicable. While probability theory has advanced far enough that a degree of sophistication is needed even in the limited context of this book, it is still possible here to keep the proportion of definitions to theorems relatively low. . From the standpoint of the general theory of stochastic processes, a continuous parameter Markov chain appears to be the first essentially discontinuous process that has been studied in some detail. It is common that the sample functions of such a chain have discontinuities worse than jumps, and these baser discontinuities play a central role in the theory, of which the mystery remains to be completely unraveled. In this connection the basic concepts of separability and measurability, which are usually applied only at an early stage of the discussion to establish a certain smoothness of the sample functions, are here applied constantly as indispensable tools.
Elementary Probability Theory With Stochastic Processes
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Author : K. L. Chung
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Elementary Probability Theory With Stochastic Processes written by K. L. Chung and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
This book provides an elementary introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, amply motivated, explained and illustrated with a large number of carefully selected samples. The fourth edition adds material related to mathematical finance, as well as expansions on stable laws and martingales.
A Course In Probability Theory
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Author : Kai Lai Chung
language : en
Publisher: Academic Press
Release Date : 2014-06-28
A Course In Probability Theory written by Kai Lai Chung and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-28 with Mathematics categories.
This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some novel departures. With a few obvious exceptions they are neither profound nor trivial, and hints and comments are appended to many of them. If they tend to be somewhat inbred, at least they are relevant to the text and should help in its digestion. As a bold venture I have marked a few of them with a * to indicate a "must", although no rigid standard of selection has been used. Some of these are needed in the book, but in any case the reader's study of the text will be more complete after he has tried at least those problems.
Green Brown And Probability
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Author : Kai Lai Chung
language : en
Publisher: World Scientific
Release Date : 1995
Green Brown And Probability written by Kai Lai Chung and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Science categories.
This volume shows modern probabilistic methods in action: Brownian Motion Process as applied to the electrical phenomena investigated by Green et al., beginning with the Newton-Coulomb potential and ending with solutions by first and last exits of Brownian paths from conductors.
Collected Articles From Lnm
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Author : Kai Lai Chung
language : en
Publisher:
Release Date : 2010
Collected Articles From Lnm written by Kai Lai Chung and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Probabilities categories.
Markov Chains
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Author : Kai Lai Chung
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Markov Chains written by Kai Lai Chung and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
From the reviews: J. Neveu, 1962 in Zentralblatt fr Mathematik, 92. Band Heft 2, p. 343: "Ce livre crit par l'un des plus minents spcialistes en la matire, est un expos trs dtaill de la thorie des processus de Markov dfinis sur un espace dnombrable d'tats et homognes dans le temps (chaines stationnaires de Markov)." N. Jain, 2008 in Selected Works of Kai Lai Chung, edited by Farid AitSahlia (University of Florida, USA), Elton Hsu (Northwestern University, USA), & Ruth Williams (University of California-San Diego, USA), Chapter 1, p. 15: "This monograph deals with countable state Markov chains in both discrete time (Part I) and continuous time (Part II). ... Much of Kai Lai's fundamental work in the field is included in this monograph. Here, for the first time, Kai Lai gave a systematic exposition of the subject which includes classification of states, ratio ergodic theorems, and limit theorems for functionals of the chain."
A Course In Probability Theory
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Author : Kai Lai Chung
language : en
Publisher: Elsevier
Release Date : 2000-10-17
A Course In Probability Theory written by Kai Lai Chung and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-10-17 with Mathematics categories.
Since the publication of the first edition of this classic textbook over thirty years ago, tens of thousands of students have used A Course in Probability Theory. New in this edition is an introduction to measure theory that expands the market, as this treatment is more consistent with current courses. While there are several books on probability, Chung's book is considered a classic, original work in probability theory due to its elite level of sophistication.